Monte Carlo Tree Search
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1 Monte Carlo Tree Search 1
2 By the end, you will know Why we use Monte Carlo Search Trees The pros and cons of MCTS How it is applied to Super Mario Brothers and Alpha Go 2
3 Outline I. Pre-MCTS Algorithms II. Monte Carlo Tree Search III. Applications 3
4 Motivation Want to create programs to play games Want to play optimally Want to be able to do this in a reasonable amount of time 4
5 Deterministic Nondeterministic (Chance) Fully Observable Chess Checkers Go Backgammon Monopoly Partially Observable Battleship Card Games 5
6 Pre-MCTS Algorithms Deterministic, Fully Observable Games Perfect information Can construct a tree that contains all possible outcomes because everything is fully determined 6
7 Minimize the maximum possible loss 7
8 Minimax 8
9 Simple Pruning 9
10 Alpha-Beta Pruning Prunes away branches that cannot influence the final decision 10
11 Alpha - Beta 11
12 2 4 vs Macmillan Publishers Limited, part of Springer Nature. All rights reserved. This content is excluded from our Creative Commons license. For more information, see 12
13 Outline I. Pre-MCTS Algorithms II. Monte Carlo Tree Search III. Applications 13
14 Asymmetric Tree Exploration From Bandit Algorithms for Tree Search, Coquelin and Munos,
15 MCTS Outline 1. Descend through the tree 2. Create new node 3. Simulate 4. Update the tree Repeat! +Δ +Δ 5. When you re out of time, Return best child. +Δ Value = Δ 15
16 What do we store? For game state k: n k = # games played involving k w k,p = # games won (by player p) that involved k 3/4 1/2 0/2 1/2 1/1 0/1 0/1 1/1 w k,1 / n k 16
17 1. Descending We want to expand, but also to explore. 17 Zach Weinersmith. All rights reserved. This content is excluded from our Creative Commons license. For more information, see
18 1. Descending Solution: Upper Confidence Bound expand explore 3/4 1/2 0/2 1/2 1/1 0/1 0/1 At each step, maximize UCB1(k, p) 1/1 w k,1 / n k 18
19 2. Expanding Not very complicated. Make a new node! 0/0 Set n k = 0, w k = 0 19
20 3. Simulating Simulating a real game is hard. Let s just play the game out randomly! If we win, Δ = +1. If we lose or tie, Δ = 0. X X O X O O X X X X O O X O O X X O X O X O O X X O O X X O O X wins X wins O wins A lot of options 20
21 4. Updating the Tree Propagate recursively up the parents. Given simulation result Δ, 3/4 4/5 for each k: 2/3 1/2 n k-new = n k-old + 1 w k,1-new = w k,1-old + Δ 0/0 1/1 Δ = +1 w k,1 / n k 21
22 5. Terminating Return the best-ranked first ancestor! X O What determines best? - Highest E[win k] - Highest E[win k] AND most visited 3/5 11/20 X X O X O X 22
23 5/6 4/5 5/7 1/2 2/3 3/4 0/2 0/3 2/4 2/3 1/1 2/2 0/1 1/2 0/0 1/1 0/1 0/1 0/0 Δ = +1 Δ = 0 1/2 1/1 1/1 1/1 0/0 0/0 1/1 Δ = +1 Δ = +1 0/0 0/1 Δ = 0 23 expand explore
24 Why use MCTS? Pros: - Grows tree asymmetrically, balancing expansion and exploration - Depends only on the rules - Easy to adapt to new games - Heuristics not required, but can also be integrated - Can finish on demand, CPU time is proportional to answer quality - Complete: guaranteed to find a solution given time - Trivially parallelizable Cons: - Can t handle extreme tree depth - Requires ease of simulation, massive computation resources - Relies on random play being weakly correlated - Many variants, need expertise to tune - Theoretical properties not yet understood 24
25 Screenshots of video games removed due to copyright restrictions. 25
26 Outline I. Pre-MCTS Algorithms II. Monte Carlo Tree Search III. Applications Wait for it 26
27 Part III Applications 27
28 MCTS-based Mario Controller! Nintendo Co., Ltd. All rights reserved. This content is excluded from our Creative Commons license. For more information, see 28
29 MCTS modifications for Super Mario Bros Single player Multi-simulation Domain knowledge 5-40ms computation time 29
30 Problem Formulation jump left right Nodes State Mario position, speed, direction, etc Enemy position, speed, direction, etc Location of blocks etc Value Edges Mario s possible action (right, left, jump, etc) Nintendo Co., Ltd. All rights reserved. This content is excluded from our Creative Commons license. For more information, see 30
31 Calculating Simulation Result Domain Knowledge: multi-objective weighted sum Distance 0.1 hiddenblocks 24 mariostatus 1024 Flower 64 killsbystomp 12 timeleft 2 Mushrooms 58 killsbyfire 4 mariomode 32 greenmushrooms 1 killsbyshell 17 Coins 16 Hurts -42 killstotal 42 Stomps 1 31
32 Simulation type Regular Best of N Multi-Simulation 32
33 Demo 33
34 Results Outperforms Astar 34
35 AlphaGo Saran Poroong. All rights reserved. This content is excluded from our Creative Commons license. For more information, see 35
36 The Rules Board is 19x19. Starts empty. Players alternate placing one stone. Capture enemy stone by surrounding A player s territory is all the area surrounded Score = Territory + Captured pieces 36
37 Go vs Chess GO CHESS 250 options 35 options 150 turns 80 turns games games 37
38 MCTS modifications for Go Combines Neural Networks with MCTS 2 Policy Networks (slow and fast) 1 Value Network 38
39 2 Policy Networks Input is the game state, as an image Output is a probability distribution over legal actions Supervised learning on 30 million positions from human expert games Slow Policy Network Fast Policy Network 57% accuracy 24% accuracy 3,000 microseconds 2 microseconds 39
40 Policy Network Reinforcement Learning Next step: predict winning moves, rather than expert human moves Policy Networks play against themselves! Tested best Policy Network against Pachi Pachi relies on 100,000 MCTS simulations at each turn AlphaGo s Policy Network won 85% of the games (3ms per turn) Intuition tends to win over long reflection in Go? 40
41 Value Network Trained on positions from the Policy Network s reinforcement learning Similar to evaluation function (as in DeepBlue), but learned rather than designed. Predictions get better towards end game 41
42 Using Neural Networks with MCTS Slow Policy Network guides tree search Value of state = Fast Policy Network simulation + Value Network Output 42
43 Why use Policy and Value Networks? They work hand-in-hand. The VN learns from the PN, and the PN is improved by the VN. Value Network Alone Would have to exhaustively compare the value of all children PN Predicts the best move, narrows the search space by only considering moves that are most likely victorious Policy Network Alone Unable to directly compare nodes in different parts of the tree VN gives estimate of winner as if the game were played according to the PN Values direct later searches towards moves that are actually evaluated to be better 43
44 Why combine Neural Networks with MCTS? How does MCTS improve a Policy Network? Recall: MCTS (Pachi) beat the Policy Network in 15% of games Policy Network is just a prediction MCTS and Monte-Carlo rollouts help the policy adjust towards moves that are actually evaluated to be good How do Neural Networks improve MCTS? The Slow Policy more intelligently guides tree exploration The Fast Policy Network more intelligently guides simulations Value Network and Simulation Value are complementary 44
45 AlphaGo vs Other AI AI name Distributed AlphaGo (2015) Elo rating 3140 AlphaGo (2015) 2890 CrazyStone 1929 Zen 1888 Pachi 1298 Fuego 1148 GnuGo 431 Distributed AlphaGo won 77% of games against single-machine AlphaGo Distributed AlphaGo won 100% of games against other AI 45
46 AlphaGo vs Lee Sedol AlphaGO Lee Sedol 4 wins 3,586 Elo 1 win 3,520 Elo Reuters. All rights reserved. This content is excluded from our Creative Commons license. For more information, see Only one human with a higher Elo. Ke Jie (Elo 3,621) 46
47 Timeline 1952 computer masters Tic-Tac-Toe 1994 computer master Checkers 1997 IBM s Deep Blue defeats Garry Kasparov in chess 2011 IBM s Watson defeats to Jeopardy champions 2014 Google algorithms learn to play Atari games 2015 Wikipedia: Thus, it is very unlikely that it will be possible to program a reasonably fast algorithm for playing the Go endgame flawlessly, let alone the whole Go game Google s AlphaGo defeats Fan Hui (2-dan player) in Go 2016 Google s AlphaGo defeats Lee Sedol 4-1 (9-dan player) in Go 47
48 Conclusion MCTS expands the search tree based on random sampling of the search space (game board). 1. Descend 2. Create New Node 3. Simulate 4. Update 48
49 References Mario: AlphaGo Full: AlphaGo Summary: 49
50 Sample Tree X X X O O O X O O O X O O X X O O X X O O O X X O O X X O O O X X O O O X X O X O O O X X X O O X X X O O O X X X O O... O X X X O O 50
51 MIT OpenCourseWare J / 6.834J Cognitive Robotics Spring 2016 For information about citing these materials or our Terms of Use, visit:
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